+1,627.6%
TSEM vs P
+485.4%
+1,142.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.4% | +6.5% | +7.4% |
| 7D | +6.9% | +6.5% | +0.3% | +4.7% |
| 30D | +5.3% | +18.8% | -13.5% | -0.9% |
| 3M | -14.9% | +26.7% | -41.7% | -20.9% |
| 6M | +80.0% | +62.2% | +17.9% | +54.8% |
| YTD | +89.4% | +48.5% | +40.9% | +66.0% |
| 1Y | +253.1% | +26.4% | +226.7% | +219.2% |
| 3Y | +642.1% | +159.4% | +482.7% | +422.2% |
| 5Y | +659.1% | +275.8% | +383.3% | +362.3% |
| 10Y | +1,291.4% | +732.0% | +559.3% | +596.1% |
| All | +1,627.6% | +485.4% | +1,142.2% | +762.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling